0.50Open0.37Pre Close358 Volume912 Open Interest37.50Strike Price16.32KTurnover27.44%IV0.61%PremiumJul 19, 2024Expiry Date0.50Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.7071Delta0.3514Gamma54.29Leverage Ratio-0.0595Theta0.0023Rho38.39Eff Leverage0.0123Vega